| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,887.29 |
15,708.54 |
-178.75 |
-1.1% |
15,035.28 |
| High |
15,932.05 |
15,771.84 |
-160.21 |
-1.0% |
15,720.06 |
| Low |
15,781.96 |
15,429.87 |
-352.09 |
-2.2% |
14,924.64 |
| Close |
15,826.35 |
15,466.09 |
-360.26 |
-2.3% |
15,565.60 |
| Range |
150.09 |
341.97 |
191.88 |
127.8% |
795.42 |
| ATR |
204.19 |
217.92 |
13.74 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,581.84 |
16,365.94 |
15,654.17 |
|
| R3 |
16,239.87 |
16,023.97 |
15,560.13 |
|
| R2 |
15,897.90 |
15,897.90 |
15,528.78 |
|
| R1 |
15,682.00 |
15,682.00 |
15,497.44 |
15,618.97 |
| PP |
15,555.93 |
15,555.93 |
15,555.93 |
15,524.42 |
| S1 |
15,340.03 |
15,340.03 |
15,434.74 |
15,277.00 |
| S2 |
15,213.96 |
15,213.96 |
15,403.40 |
|
| S3 |
14,871.99 |
14,998.06 |
15,372.05 |
|
| S4 |
14,530.02 |
14,656.09 |
15,278.01 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,789.69 |
17,473.07 |
16,003.08 |
|
| R3 |
16,994.27 |
16,677.65 |
15,784.34 |
|
| R2 |
16,198.85 |
16,198.85 |
15,711.43 |
|
| R1 |
15,882.23 |
15,882.23 |
15,638.51 |
16,040.54 |
| PP |
15,403.43 |
15,403.43 |
15,403.43 |
15,482.59 |
| S1 |
15,086.81 |
15,086.81 |
15,492.69 |
15,245.12 |
| S2 |
14,608.01 |
14,608.01 |
15,419.77 |
|
| S3 |
13,812.59 |
14,291.39 |
15,346.86 |
|
| S4 |
13,017.17 |
13,495.97 |
15,128.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,932.05 |
15,429.87 |
502.18 |
3.2% |
227.65 |
1.5% |
7% |
False |
True |
|
| 10 |
15,932.05 |
14,924.64 |
1,007.41 |
6.5% |
195.48 |
1.3% |
54% |
False |
False |
|
| 20 |
15,932.05 |
14,687.02 |
1,245.03 |
8.1% |
182.37 |
1.2% |
63% |
False |
False |
|
| 40 |
15,932.05 |
13,520.92 |
2,411.13 |
15.6% |
194.41 |
1.3% |
81% |
False |
False |
|
| 60 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
181.10 |
1.2% |
85% |
False |
False |
|
| 80 |
15,932.05 |
12,517.87 |
3,414.18 |
22.1% |
176.36 |
1.1% |
86% |
False |
False |
|
| 100 |
15,932.05 |
11,695.41 |
4,236.64 |
27.4% |
187.27 |
1.2% |
89% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
27.4% |
194.59 |
1.3% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,225.21 |
|
2.618 |
16,667.12 |
|
1.618 |
16,325.15 |
|
1.000 |
16,113.81 |
|
0.618 |
15,983.18 |
|
HIGH |
15,771.84 |
|
0.618 |
15,641.21 |
|
0.500 |
15,600.86 |
|
0.382 |
15,560.50 |
|
LOW |
15,429.87 |
|
0.618 |
15,218.53 |
|
1.000 |
15,087.90 |
|
1.618 |
14,876.56 |
|
2.618 |
14,534.59 |
|
4.250 |
13,976.50 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,600.86 |
15,680.96 |
| PP |
15,555.93 |
15,609.34 |
| S1 |
15,511.01 |
15,537.71 |
|